Opportunities for stochastic and probabilistic modeling in the deregulated electricity industry (Q4428690)
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scientific article; zbMATH DE number 1984256
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| English | Opportunities for stochastic and probabilistic modeling in the deregulated electricity industry |
scientific article; zbMATH DE number 1984256 |
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22 September 2003
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uncertainty
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risk management
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scenario indexes
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portfolio hedging
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0.7722572088241577
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0.7606011033058167
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0.7605417966842651
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0.74678635597229
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Opportunities for stochastic and probabilistic modeling in the deregulated electricity industry (English)
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The authors present different mathematical models to be, or being, used in the management of the electric industry. They present a survey of the most common models. They also discuss different aspects of modeling and the need of including uncertainty in them. Some specific markets (UK, North Eastern and Southern USA, California, Norway etc.) are analyzed. The fact that the trader works under uncertainty is discussed and modeled. A similar treatment is used when the speculative traders, retailers and investors are analyzed. For the entire collection see [Zbl 0990.00072].
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